Anic Equity

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Total return since start: 0.573 %

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Equity now: -----------------------------> 48036.32 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46032.03 Kr

PnL: ---------------------------------------> 354.14 Kr

DD now: ---------------------------------> -1.221 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-03 11:38:26.931322'

Anic Portfolio

Today

Return: -0.15 %

This Week

Return: 0.561 %

Total

Return: 57.259 %

Benchmark comparison TODAY

Benchmark comparison

      timestamp        equity
0    2022-01-04  30546.076275
1    2022-01-04  30546.076275
2    2022-01-06      31155.11
3    2022-01-07      30766.48
4    2022-01-10       29942.9
..          ...           ...
146  2022-12-22      47742.69
147  2022-12-29      47742.69
148  2022-12-30      47742.69
149  2023-01-02      47890.76
150  2023-01-03      48036.32

[151 rows x 2 columns]
OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
ACQ Bure SPAC	126	12070.80	43.80	0.36	12027.000006
Tietoevry	22	6661.60	44.00	0.66	6617.600000
Pfizer Inc	11	5956.50	76.50	1.3	5880.000005
AQ Group	17	5406.00	72.00	1.35	5334.000002
Duni	43	3839.90	34.00	0.89	3805.900029
New Wave B	18	3888.00	125.40	3.33	3762.599994
International Petroleum Corp.	22	2571.80	-44.29	-1.69	2616.086946
Epiroc B	9	1537.65	5.85	0.38	1531.800000
Scandi Standard	27	1321.38	6.38	0.49	1315.000008
Betsson B	10	879.30	4.40	0.5	874.900000
Holmen A	2	856.00	-4.00	-0.47	860.000000
Green Landscaping Group	11	660.00	-38.00	-5.44	697.999995
Samhällsbyggnadsbo. i Norden B	20	383.10	28.10	7.92	355.000000
TOTAL		46032.03	354.14	-1.22059%	45677.886985

Updated:

'2023-01-03 11:38:41.647770'

None

Last optimization/rebalancing:

'2022-12-18'

Next optimization/rebalancing:

'2023-01-27'

In or Out of market? In if Signal > -10, else out of market!

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.